Abstract
We consider a subordinate Brownian motion X with Gaussian components when the scaling order of purely discontinuous part is between 0 and 2 including 2. In this paper we establish sharp two-sided bounds for transition density of X in \({\mathbb {R}}^{d}\) and C1,1-open sets. As a corollary, we obtain a sharp Green function estimates.
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Acknowledgments
We are grateful to the referee for suggesting a short proof of Lemma 2.4.
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Joohak Bae was supported by the National Research Foundation of Korea(NRF) grant funded by the Korea government(MSIP) (No. NRF-2015R1A4A1041675).
Panki Kim was supported by the National Research Foundation of Korea(NRF) grant funded by the Korea government(MSIP) (No. 2016R1E1A1A01941893).
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Bae, J., Kim, P. On Estimates of Transition Density for Subordinate Brownian Motions with Gaussian Components in C1,1-open Sets. Potential Anal 52, 661–687 (2020). https://doi.org/10.1007/s11118-018-9755-x
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DOI: https://doi.org/10.1007/s11118-018-9755-x
Keywords
- Dirichlet heat kernel
- Transition density
- Laplace exponent
- Lévy measure
- Subordinator
- Subordinate Brownian motion